Statistical properties of one-dimensional binary sequences with power-law power spectrum

Longyan Gong, Zicong Zhou, Peiqing Tong and Shengmei Zhao

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 17, 2977-2986

Abstract: By the Fourier filtering method, we generate one-dimensional binary sequences from coarse-grained continuous sequences with preset exponents α0. Using the spectrum analysis, we find that the corresponding binary sequences have pure 1/fα power spectrum and spectrum exponents α∈[0.0,2.0], where f is the frequency. We evaluate numerically the relation between α and α0. Using the autocorrelation function analysis, the detrended fluctuation analysis, the duration time analysis and the entropy analysis, we investigate extensively the statistical properties of such binary sequences. We find that the statistical properties are basically different for α<1 and α>1, and binary sequences become more and more ordered as α increases.

Keywords: Power-law power spectrum; Binary sequences; Time series analysis (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437111002846
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:17:p:2977-2986

DOI: 10.1016/j.physa.2011.04.010

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().